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What model sewing machine do you have? That will make it easier for us to recommend a bobbin.
ALSO, very important to use the small brush they give you with the sewing machine and clean out the bobbin area of all the dust that builds up. If you do not have the brush with the machine, you need a make up brush or a small think brush that looks like this below. Sewing machine parts are made to fit very closely together and even the smallest amount of dust and dirt build up can make the machine operate improperly and make that thumping noise you heard. Good luck Walter.

Consult your owner's manual to find out what bobbin to use in your machine. There are many bobbins available, some will actually fit in your machine, but they may be a slight bit different size that will negatively affect your machine's operation. If you don't know which bobbin to buy, take the machine's manufacturer name and model to a sewing shop and ask if they can sell you the bobbin for your machine. Better yet, find a local dealer who supports your particular machine's manufacturer. You may even find the appropriate bobbin online by searching:
Manufacturer + Model + the word "bobbin"

I am wondering if you are using a different bobbin, in your manual, it specifically states that you have to use an SA 156 bobbin not one from an older machine. If, you do not use the right size it will act like you are talking about. I know that you should check that out.

I just looked on ebay and there is a store that sells your bobbins, 25 for $13.99. You can google your machine bobbins, by entering "brother xl 5001 bobbins" and you will get the sites for them. You may find that a class 15 bobbin will work or a SA156. There are also sites that sell your manual, and of course, you can always call Brother at 1-877-276-8437 and complaint that they do not have your manual available for free to download.

You should be using plastic bobbins for the MC4000, see: http://content.janome.com/index.cfm/Machines/Accessories/All/Bobbin_-_Plastic . Usually the machine comes with a handful of the correct size and type bobbins. Using the wrong bobbin could result in the needle hitting the bobbin and damage may occur. (Broken needles are the most likely possibility; damage to the bobbin case or timing could occur and would require the machine be serviced.)

You are sewing heavy thread in a machine designed for sewing clothing but it can be done. Use a size 18 needle or a top stitching needle(it has a larger eye). Thread the machine and adjust the tension to 8 or 9. Set the stitch length at 3 or 4. If you still get loops on the bottom, wind the thread around the bobbin winder thread guide once for more tension and then thread it normally. If you do this, lower the tension to 5, test sew and then tighten the tension until the loops go away.sewman7